+39.6%
ALL vs GD
+6.0%
+33.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | +4.2% | -3.9% | +8.1% | +4.8% |
| 30D | +18.9% | +8.1% | +10.9% | +17.5% |
| 3M | +1.2% | -6.8% | +8.0% | +1.5% |
| 6M | +23.2% | +3.0% | +20.2% | +23.3% |
| YTD | +30.0% | +7.8% | +22.2% | +28.5% |
| 1Y | +39.6% | +5.8% | +33.8% | +38.9% |
| All | +39.6% | +6.0% | +33.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling